How much data will be used for 100 stocks/instruments per day?

dummydost
Suppose, data is received/saved for every second (700 ms - 1 s), for 6.5 hours for 100 different stocks/instruments? What is the size of this data?
  • Vivek
    @dummydost If you are using full mode then per scrip its 168 bytes per tick but you don't get data every second for illiquid scrips. In your case lets say all 100 scrips are ticking per second then its around 60*60*6.5*168 bytes which is around 3.9mb. For LTP mode is 12 bytes and quote mode its 34bytes.
  • RJ0958
    I am getting 1 tick/sec even if I subscribe 20 scripts . That means, roughly I get data for single script for every 20 seconds. Even if I subscribe for more scripts , I am getting 1 tick/sec (NOT PER SCRIPT) irrespective of no stocks. Can you please let mw know if it is guarantied that user get minimum 1tick/minute for each subscribed script irrespective of change in price,volume , trading freq or type of stock.

    You provide Intraday margin for about 250 stocks. If you able to flush data for those, for every 10 secs in quote mode, it is about 9kb/flush. that means 1kb/sec. so max 10MB per day. This is reasonable and most of the user may satisfy with this.
  • Kailash
    @RJ0958 You'll most likely only get 1 packet per second irrespective of the number of instruments you've subscribed to as multiple ticks are combined into one packet. So, if you've subscribed to 20 instruments, the one packet you get could have ticks for every single instrument (depending on the market conditions, of course).

    The numbers look alright. Don't forget to take into consideration the TCP + WebSocket protocol overheads (which should not really be significant).
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